You know if you asked 100 different hams what their favorite radio was you would probably get at least 75 different answers. Some radios are built for specific tasks while others can handle anything you throw at them. The more you want, the more you pay...
The Icom IC-2100H - This was my first radio. This thing is rugged. I have it mounted in my vehicle with a little 19" Mag Mount. A great first radio. You can pick these up used for around $125-150.
The Yaesu VX-5R - This was my first HT. I love this little radio even with all its quirks. I'll probably pass this on to my son when I get the Icom HT I want. You can pick these up used for $150 on average.
The Elecraft K2 and K2/100 - I WANT ONE OF THESE! I had a chance to use one at Field Day 2005. I now have radio envy. This kit has some major filtering available for both SSB and CW. There are many options available (Antenna Tuners, Transverters, etc.)
The Icom IC-2720 - I had a chance to use this radio during the Hurricane Rita event. I definitely like the dual tuner. I was able to monitor the Emergency Net as well as the Weather Service Repeater. I understand that if you want to do any type of packet on 2m or 70cm this is the radio for you. It has a 'serial' port interface that will allow you to hook up a Byonics Tiny Trak 3 or a Kantronics KPC3+ (or others). You can still transmit on one tuner and leave the other dedicated for data. Pretty Amazing.
The Icom IC-706 MKIIG - This amazing little radio does everything from 70cm down to 160m. I was able to use one of these at Field Day 2005 also. Everyone I know who wants to do portable HF uses this radio.
The Icom IC-7000 - This radio will replace the 706 MKIIG above. I don't know about pricing, but with all the added technology I would suspect it to be well above $1000. I wouldn't mind having one of these either.
The Icom IC-756 PRO - Another fine radio. We also used this at Field Day 2005. I particularly like the ability to see RF activity up and down the band from your current frequency on the screen. This radio is no longer available new, but as people upgrade to the newer models, you can usually find used radios in great condition for a good price.
The Icom IC-756 PRO III - I haven't actually used one of these, but I have had the opportunity to drool very close to one at a friend's shack. If you like the 756 PRO or PRO II, you'll love this one.